w:sdtEndPr (Structured Document Tag End Character Properties)

<w:sdt>
  <w:sdtPr>
    <w:alias w:val="First Name"/>
  </w:sdtPr>
  <w:sdtEndPr>
    <w:rPr>
      <w:rFonts w:ascii="Arial" w:hAnsi="Arial"/>
    </w:rPr>
  </w:sdtEndPr>
  <w:sdtContent>
    <w:r><w:t>Jane</w:t></w:r>
  </w:sdtContent>
</w:sdt>

using DocumentFormat.OpenXml.Wordprocessing;

var sdt = new SdtBlock(
    new SdtProperties(
        new SdtAlias { Val = "First Name" }
    ),
    new SdtEndCharProperties(
        new RunProperties(
            new RunFonts { Ascii = "Arial", HighAnsi = "Arial" }
        )
    ),
    new SdtContentBlock(
        new Paragraph(
            new Run(new Text("Jane"))
        )
    )
);